Support Board
Date/Time: Thu, 27 Mar 2025 23:33:45 +0000
Post From: MBO Data and Teton Symbol Settings Issue
| [2022-11-09 18:55:37] |
| User900285 - Posts: 98 |
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Hello I have been working with the sc.GetBidMarketLimitOrdersForPrice function in ACSIL and in my testing I have run into an issue with certain symbols. To be clear, the MBO data is appearing on the chart but it is the message log I am referring to. Which is what I am using to check these values one by one. The trading service is the Teton CME Order Routing. The original problem is that the function was not populating the number of market orders, but only on symbols like ES and CL. It was working fine with the symbols ZN and ZF which have different price display formats. After some time, I switched the trading service to SC Data - All Services. This solved the problem immediately and I was now getting the correct number of market orders per level for these symbols. ES and CL. I tried to replicate the exact symbol settings from SC Data - All Services into the Teton service. My log tells me it is now getting the market orders. These are the symbol settings that I noticed were different by default between the two trading services. Historical Price Multiplier, Real-Time Price Multiplier, SC Data Multiplier. When I change those on the Teton Service, my message log is now printing the number of market orders, but it renders the chart useless. Date Time Of Last Edit: 2022-11-09 19:00:21
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